Simon Moisy
b5550f4ff4
- Introduced `train_daily.sh` for automating daily model retraining, including data download and model training steps. - Added `install_cron.sh` for setting up a cron job to run the daily training script. - Created `setup_schedule.sh` for configuring Systemd timers for daily training tasks. - Implemented a terminal UI using Rich for real-time monitoring of trading performance, including metrics display and log handling. - Updated `pyproject.toml` to include the `rich` dependency for UI functionality. - Enhanced `.gitignore` to exclude model and log files. - Added database support for trade persistence and metrics calculation. - Updated README with installation and usage instructions for the new features.
400 lines
12 KiB
Python
400 lines
12 KiB
Python
"""UI panel components using Rich."""
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from typing import Optional
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from rich.console import Console, Group
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from rich.panel import Panel
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from rich.table import Table
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from rich.text import Text
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from rich.layout import Layout
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from .state import SharedState, PositionState, StrategyState, AccountState
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from .log_handler import LogBuffer, LogEntry
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from ..db.metrics import PeriodMetrics
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def format_pnl(value: float, include_sign: bool = True) -> Text:
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"""Format PnL value with color."""
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if value > 0:
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sign = "+" if include_sign else ""
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return Text(f"{sign}${value:.2f}", style="green")
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elif value < 0:
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return Text(f"${value:.2f}", style="red")
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else:
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return Text(f"${value:.2f}", style="white")
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def format_pct(value: float, include_sign: bool = True) -> Text:
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"""Format percentage value with color."""
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if value > 0:
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sign = "+" if include_sign else ""
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return Text(f"{sign}{value:.2f}%", style="green")
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elif value < 0:
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return Text(f"{value:.2f}%", style="red")
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else:
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return Text(f"{value:.2f}%", style="white")
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def format_side(side: str) -> Text:
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"""Format position side with color."""
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if side.lower() == "long":
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return Text("LONG", style="bold green")
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else:
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return Text("SHORT", style="bold red")
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class HeaderPanel:
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"""Header panel with title and mode indicator."""
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def __init__(self, state: SharedState):
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self.state = state
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def render(self) -> Panel:
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"""Render the header panel."""
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mode = self.state.get_mode()
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eth_symbol, _ = self.state.get_symbols()
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mode_style = "yellow" if mode == "DEMO" else "bold red"
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mode_text = Text(f"[{mode}]", style=mode_style)
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title = Text()
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title.append("REGIME REVERSION STRATEGY - LIVE TRADING", style="bold white")
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title.append(" ")
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title.append(mode_text)
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title.append(" ")
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title.append(eth_symbol, style="cyan")
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return Panel(title, style="blue", height=3)
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class TabBar:
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"""Tab bar for period selection."""
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TABS = ["1:General", "2:Monthly", "3:Weekly", "4:Daily"]
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def __init__(self, active_tab: int = 0):
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self.active_tab = active_tab
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def render(
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self,
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has_monthly: bool = True,
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has_weekly: bool = True,
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) -> Text:
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"""Render the tab bar."""
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text = Text()
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text.append(" ")
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for i, tab in enumerate(self.TABS):
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# Check if tab should be shown
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if i == 1 and not has_monthly:
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continue
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if i == 2 and not has_weekly:
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continue
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if i == self.active_tab:
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text.append(f"[{tab}]", style="bold white on blue")
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else:
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text.append(f"[{tab}]", style="dim")
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text.append(" ")
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return text
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class MetricsPanel:
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"""Panel showing trading metrics."""
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def __init__(self, metrics: Optional[PeriodMetrics] = None):
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self.metrics = metrics
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def render(self) -> Table:
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"""Render metrics as a table."""
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table = Table(
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show_header=False,
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show_edge=False,
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box=None,
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padding=(0, 1),
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)
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table.add_column("Label", style="dim")
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table.add_column("Value")
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if self.metrics is None or self.metrics.total_trades == 0:
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table.add_row("Status", Text("No trade data", style="dim"))
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return table
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m = self.metrics
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table.add_row("Total PnL:", format_pnl(m.total_pnl))
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table.add_row("Win Rate:", Text(f"{m.win_rate:.1f}%", style="white"))
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table.add_row("Total Trades:", Text(str(m.total_trades), style="white"))
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table.add_row(
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"Win/Loss:",
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Text(f"{m.winning_trades}/{m.losing_trades}", style="white"),
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)
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table.add_row(
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"Avg Duration:",
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Text(f"{m.avg_trade_duration_hours:.1f}h", style="white"),
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)
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table.add_row("Max Drawdown:", format_pnl(-m.max_drawdown))
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table.add_row("Best Trade:", format_pnl(m.best_trade))
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table.add_row("Worst Trade:", format_pnl(m.worst_trade))
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return table
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class PositionPanel:
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"""Panel showing current position."""
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def __init__(self, position: Optional[PositionState] = None):
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self.position = position
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def render(self) -> Table:
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"""Render position as a table."""
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table = Table(
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show_header=False,
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show_edge=False,
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box=None,
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padding=(0, 1),
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)
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table.add_column("Label", style="dim")
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table.add_column("Value")
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if self.position is None:
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table.add_row("Status", Text("No open position", style="dim"))
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return table
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p = self.position
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table.add_row("Side:", format_side(p.side))
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table.add_row("Entry:", Text(f"${p.entry_price:.2f}", style="white"))
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table.add_row("Current:", Text(f"${p.current_price:.2f}", style="white"))
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# Unrealized PnL
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pnl_text = Text()
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pnl_text.append_text(format_pnl(p.unrealized_pnl))
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pnl_text.append(" (")
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pnl_text.append_text(format_pct(p.unrealized_pnl_pct))
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pnl_text.append(")")
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table.add_row("Unrealized:", pnl_text)
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table.add_row("Size:", Text(f"${p.size_usdt:.2f}", style="white"))
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# SL/TP
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if p.side == "long":
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sl_dist = (p.stop_loss_price / p.entry_price - 1) * 100
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tp_dist = (p.take_profit_price / p.entry_price - 1) * 100
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else:
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sl_dist = (1 - p.stop_loss_price / p.entry_price) * 100
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tp_dist = (1 - p.take_profit_price / p.entry_price) * 100
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sl_text = Text(f"${p.stop_loss_price:.2f} ({sl_dist:+.1f}%)", style="red")
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tp_text = Text(f"${p.take_profit_price:.2f} ({tp_dist:+.1f}%)", style="green")
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table.add_row("Stop Loss:", sl_text)
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table.add_row("Take Profit:", tp_text)
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return table
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class AccountPanel:
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"""Panel showing account information."""
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def __init__(self, account: Optional[AccountState] = None):
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self.account = account
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def render(self) -> Table:
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"""Render account info as a table."""
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table = Table(
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show_header=False,
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show_edge=False,
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box=None,
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padding=(0, 1),
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)
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table.add_column("Label", style="dim")
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table.add_column("Value")
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if self.account is None:
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table.add_row("Status", Text("Loading...", style="dim"))
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return table
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a = self.account
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table.add_row("Balance:", Text(f"${a.balance:.2f}", style="white"))
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table.add_row("Available:", Text(f"${a.available:.2f}", style="white"))
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table.add_row("Leverage:", Text(f"{a.leverage}x", style="cyan"))
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return table
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class StrategyPanel:
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"""Panel showing strategy state."""
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def __init__(self, strategy: Optional[StrategyState] = None):
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self.strategy = strategy
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def render(self) -> Table:
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"""Render strategy state as a table."""
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table = Table(
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show_header=False,
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show_edge=False,
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box=None,
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padding=(0, 1),
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)
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table.add_column("Label", style="dim")
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table.add_column("Value")
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if self.strategy is None:
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table.add_row("Status", Text("Waiting...", style="dim"))
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return table
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s = self.strategy
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# Z-score with color based on threshold
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z_style = "white"
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if abs(s.z_score) > 1.0:
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z_style = "yellow"
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if abs(s.z_score) > 1.5:
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z_style = "bold yellow"
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table.add_row("Z-Score:", Text(f"{s.z_score:.2f}", style=z_style))
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# Probability with color
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prob_style = "white"
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if s.probability > 0.5:
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prob_style = "green"
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if s.probability > 0.7:
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prob_style = "bold green"
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table.add_row("Probability:", Text(f"{s.probability:.2f}", style=prob_style))
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# Funding rate
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funding_style = "green" if s.funding_rate >= 0 else "red"
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table.add_row(
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"Funding:",
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Text(f"{s.funding_rate:.4f}", style=funding_style),
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)
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# Last action
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action_style = "white"
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if s.last_action == "entry":
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action_style = "bold cyan"
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elif s.last_action == "check_exit":
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action_style = "yellow"
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table.add_row("Last Action:", Text(s.last_action, style=action_style))
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return table
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class LogPanel:
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"""Panel showing log entries."""
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def __init__(self, log_buffer: LogBuffer):
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self.log_buffer = log_buffer
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def render(self, height: int = 10) -> Panel:
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"""Render log panel."""
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filter_name = self.log_buffer.get_current_filter().title()
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entries = self.log_buffer.get_filtered(limit=height - 2)
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lines = []
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for entry in entries:
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line = Text()
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line.append(f"{entry.timestamp} ", style="dim")
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line.append(f"[{entry.level}] ", style=entry.level_color)
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line.append(entry.message)
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lines.append(line)
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if not lines:
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lines.append(Text("No logs to display", style="dim"))
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content = Group(*lines)
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# Build "tabbed" title
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tabs = []
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# All Logs tab
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if filter_name == "All":
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tabs.append("[bold white on blue] [L]ogs [/]")
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else:
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tabs.append("[dim] [L]ogs [/]")
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# Trades tab
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if filter_name == "Trades":
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tabs.append("[bold white on blue] [T]rades [/]")
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else:
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tabs.append("[dim] [T]rades [/]")
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# Errors tab
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if filter_name == "Errors":
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tabs.append("[bold white on blue] [E]rrors [/]")
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else:
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tabs.append("[dim] [E]rrors [/]")
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title = " ".join(tabs)
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subtitle = "Press 'l', 't', 'e' to switch tabs"
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return Panel(
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content,
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title=title,
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subtitle=subtitle,
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title_align="left",
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subtitle_align="right",
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border_style="blue",
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)
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class HelpBar:
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"""Bottom help bar with keyboard shortcuts."""
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def render(self) -> Text:
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"""Render help bar."""
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text = Text()
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text.append(" [q]", style="bold")
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text.append("Quit ", style="dim")
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text.append("[r]", style="bold")
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text.append("Refresh ", style="dim")
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text.append("[1-4]", style="bold")
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text.append("Tabs ", style="dim")
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text.append("[l/t/e]", style="bold")
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text.append("LogView", style="dim")
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return text
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def build_summary_panel(
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state: SharedState,
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metrics: Optional[PeriodMetrics],
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tab_bar: TabBar,
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has_monthly: bool,
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has_weekly: bool,
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) -> Panel:
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"""Build the complete summary panel with all sections."""
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# Create layout for summary content
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layout = Layout()
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# Tab bar at top
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tabs = tab_bar.render(has_monthly, has_weekly)
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# Create tables for each section
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metrics_table = MetricsPanel(metrics).render()
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position_table = PositionPanel(state.get_position()).render()
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account_table = AccountPanel(state.get_account()).render()
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strategy_table = StrategyPanel(state.get_strategy()).render()
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# Build two-column layout
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left_col = Table(show_header=True, show_edge=False, box=None, padding=(0, 2))
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left_col.add_column("PERFORMANCE", style="bold cyan")
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left_col.add_column("ACCOUNT", style="bold cyan")
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left_col.add_row(metrics_table, account_table)
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right_col = Table(show_header=True, show_edge=False, box=None, padding=(0, 2))
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right_col.add_column("CURRENT POSITION", style="bold cyan")
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right_col.add_column("STRATEGY STATE", style="bold cyan")
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right_col.add_row(position_table, strategy_table)
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# Combine into main table
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main_table = Table(show_header=False, show_edge=False, box=None, expand=True)
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main_table.add_column(ratio=1)
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main_table.add_column(ratio=1)
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main_table.add_row(left_col, right_col)
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content = Group(tabs, Text(""), main_table)
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return Panel(content, border_style="blue")
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